Access Statistics for Kajal Lahiri

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 1 28 2 2 5 153
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 1 2 3 470
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 2 2 2 87
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 1 44 2 2 4 153
A note on the double k-class estimator in simultaneous equations 0 0 0 13 0 5 8 88
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 1 2 4 172
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 0 56 0 2 6 246
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 0 1 1 205
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 2 2 4 502
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 1 211 1 1 3 557
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 1 1 1 8 2 3 6 103
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 0 0 6 388
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 2 3 5 266
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 1 1 3 200
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 0 1 1 84
Birthweight and Academic Achievement in Childhood 0 0 1 18 1 1 6 83
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 1 3 4 23 5 8 10 29
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 2 4 7 81
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 2 2 3 78
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 0 1 3 75
Cycles in the Transportation Sector and the Aggregate Economy 0 0 1 258 1 3 8 1,026
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 1 1 43 2 5 7 103
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 1 5 110 0 1 12 250
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 1 2 289
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 1 1 1 73
Early Warning System for Economic and Financial Risks in Kazakhstan 0 2 2 432 0 3 7 1,554
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 1 2 2 41 2 3 9 154
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 0 0 2 248
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 0 0 86
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 2 3 5 70
Examining the Education Gradient in Chronic Illness 0 0 0 18 0 1 2 82
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 1 1 3 55
Forecasting Binary Outcomes 0 0 0 165 3 3 15 310
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 0 81 1 2 6 260
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 1 62 2 5 10 238
Getting the ROC into Sync 0 0 0 21 1 1 1 46
Health Inequality and Its Determinants in New York 0 0 0 23 0 0 3 117
Health Inequality and Its Determinants in New York 0 0 1 75 3 3 7 312
Heterogeneous Expectations among Professional Forecasters 0 0 1 4 0 1 7 11
Heterogeneous expectations among professional forecasters 0 0 0 5 0 1 6 12
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 2 2 6 199
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 2 48 2 4 7 218
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 2 2 3 197
Inefficiency in Social Security Trust Funds Forecasts 0 2 2 12 1 3 5 22
Infant Health and Academic Achievement in Childhood 0 0 0 4 1 1 1 56
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 1 76 2 3 9 240
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 3 3 5 89
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 0 0 2 170
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 26 3 3 7 115
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 1 1 2 124
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 1 1 112 2 5 7 454
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 1 1 62 3 6 9 222
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 4 5 5 119
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 1 18 1 2 3 25
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 5 5 8 36
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 0 2 5 191
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 4 4 7 727
Nowcasting US GDP: The role of ISM Business Surveys 0 1 4 167 7 10 17 513
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 1 36 1 1 4 99
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 1 2 3 45 4 7 13 165
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 5 7 8 20
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 1 1 1 111
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 0 0 0 74
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 1 2 4 61
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 2 4 5 303
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 1 2 3 52
The Nordhaus Test with Many Zeros 0 0 1 7 1 2 4 27
The Nordhaus Test with Many Zeros 0 0 0 11 1 4 5 39
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 1 2 4 94
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 1 1 1 88
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 0 0 2 107
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 1 3 386
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 0 0 0 18
Total Working Papers 4 17 44 4,120 107 178 368 14,677


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 0 0 2 779
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 0 1 53
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 1 1 2 23
A Macroeconometric Model for Developing Countries 1 2 3 95 3 8 11 228
A Note on "Selection of Regressors." 0 0 0 22 1 1 2 61
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 0 0 1 147
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 1 1 3 507
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 1 1 97
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 0 2 4 216
A further analysis of the conference board’s new Leading Economic Index 0 0 0 23 0 0 1 97
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 0 1 48
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 0 1 3 328
A new framework for analyzing survey forecasts using three-dimensional panel data 1 2 4 300 2 4 10 700
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 0 1 3 40
A note on a theorem by Professor Chow 0 0 0 8 0 0 0 44
A note on the double k-class estimator in simultaneous equations 0 0 0 26 0 0 1 115
A tale of two recession-derivative indicators 0 0 0 0 6 7 7 13
Advances in Applied Econometrics 0 0 0 1 0 0 1 23
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 1 1 6 0 2 3 17
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 0 2 5 367
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 0 0 130
An econometric study on the dynamics of urban spatial structure 0 0 0 27 2 4 5 109
Analysis of Panel Data 0 0 0 18 1 4 6 85
Are Some Forecasters Really Better than Others? A Note* 0 0 1 5 3 4 7 17
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 0 0 3 30
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 0 1 3 42
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 1 1 2 52
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 1 157 1 1 8 552
Bayesian forecasting in economics 0 0 0 42 0 1 1 93
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 0 0 60
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 0 2 3 400
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 0 1 14 4 7 13 45
Comment 0 0 0 0 1 2 2 22
Comment 0 0 0 0 0 0 1 1
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 1 1 1 29
Confidence Bands for ROC Curves With Serially Dependent Data 1 2 2 13 2 3 7 59
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 0 1 3 25
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 26 4 6 15 92
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 0 0 0 36
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 1 1 2 101
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 1 1 4 167
Economic indicators for the US transportation sector 1 1 1 29 3 4 4 176
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 10 3 4 8 82
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 1 2 12
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 1 1 2 10
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 1 1 94 0 1 2 215
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 1 66 1 2 6 178
Evolution of forecast disagreement in a Bayesian learning model 0 0 0 122 3 6 13 420
Exact sampling distribution of the omitted variable estimator 0 0 0 8 1 1 1 52
Examining the education gradient in chronic illness 0 0 0 1 0 2 2 27
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 0 1 1 49
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 1 5 11 71
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 1 3 83
Getting the ROC into Sync 0 0 2 6 3 3 10 22
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 0 93
How far ahead can we forecast? Evidence from cross-country surveys 0 0 4 110 0 1 8 384
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 118 1 3 6 426
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 1 1 10
Inefficiency in social security trust funds forecasts 0 0 1 2 0 1 4 10
Inflation expectations in India: Learning from household tendency surveys 0 2 5 40 0 4 15 115
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 0 0 2 154
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 1 2 143 1 2 4 765
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 1 2 2 281
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 0 4 1 1 3 37
Introduction 0 0 0 5 2 2 2 51
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 0 1 2 97
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 0 1 97
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 1 2 2 180
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 1 144 1 1 4 286
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 2 2 5 457
Learning and heterogeneity in GDP and inflation forecasts 0 0 2 57 0 1 7 213
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 1 2 6 80
Measuring forecast uncertainty by disagreement: The missing link 1 1 2 131 5 8 18 500
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 0 1 1 34
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 2 3 6 395
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 0 2 2 9
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 0 1 3 67
Multiperiod Predictions in Dynamic Models 0 0 0 9 1 2 4 54
Nowcasting US GDP: The role of ISM business surveys 0 0 2 68 3 4 17 293
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 0 0 2 78
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 0 2 2 483
On the Estimation of Triangular Structural Systems 0 0 2 104 0 1 4 322
On the constancy of real interest rates 0 0 0 12 0 1 1 34
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 0 2 67
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 0 0 3 132
On the normality of probability distributions of inflation and GNP forecasts 0 0 0 42 2 2 2 152
Online learning and forecast combination in unbalanced panels 0 0 0 4 0 0 1 33
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 2 2 123
Predicting binary outcomes based on the pair-copula construction 0 0 0 1 0 0 3 10
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 1 1 3 51
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 1 1 2 25
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 1 24 1 1 2 78
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 1 3 0 0 7 16
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 1 1 1 6
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 1 6 1 1 2 28
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 0 0 0 74
Rational expectations and the short-run Phillips curves 0 0 0 13 0 0 0 41
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 1 5 0 2 7 20
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 2 3 4 65
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 2 16 2 4 12 79
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 0 1 99
Subjective Probability Forecasts for Recessions 0 0 0 12 1 1 2 56
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 1 1 3 36
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 0 1 119
Testing for normality in a probit model with double selection 0 0 0 74 2 4 7 191
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 0 1 62
Testing the value of probability forecasts for calibrated combining 0 0 0 3 0 0 3 30
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 0 0 2 147
The Nordhaus test with many zeros 0 0 0 3 0 0 4 35
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 6 10 13 487
The predictive power of an experimental transportation output index 0 0 0 27 0 1 1 174
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 0 1 2 97
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 1 1 4 105
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 0 1 1 38
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 1 1 2 625
Total Journal Articles 5 13 49 3,913 97 193 448 16,824


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 1 1 2 0 1 2 6
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 1 1 1 3
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 2 2 2 2
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 0 0 2 4
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 0 1 1 1
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 0 0 2 4
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 1 2 3 11
Forecasting Binary Outcomes 0 1 4 93 1 3 17 353
Introduction 0 0 0 0 2 2 2 2
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 2 2 2 4 4 5 8 12
Total Chapters 2 4 7 103 11 17 40 398


Statistics updated 2025-12-06